Why N/A may show up in the Exchange-Traded Futures Time and Sales Window?
The gateway receives the trade record from the CQG and sends to MT5 and it tries to determinate the direction.
Direction — direction of a deal, as a result of which the tick was generated: Buy or Sell. Data on direction is generally filled by the source of ticks, i.e. a gateway or a data feed. If the data source does not provide such information, the history server fills the direction automatically using the following algorithm:
- If the Last deal price is greater than or equal to the last Ask price, the price is considered to be the result of a buy deal.
- If the Last deal price is less than or equal to the last Bid price, the price is considered to be the result of a sell deal.
You're looking at Last Values which is the price/volume of last trade at the exchange. It doesn't have direction (one counter-party buys, seconds sells) so MT5 server tries to find who's market taker and sets this as direction, sometimes it can't recognize the direction and sets Buy/Sell or N/A.
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